Anic Equity¶

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Total return since start: 0.703 %¶

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Equity now: -----------------------------> 52025.62 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 47899.35 Kr¶

PnL: ---------------------------------------> -1032.65 Kr¶

DD now: ---------------------------------> -2.061 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 09:09:21.036189'

Anic Portfolio¶

Today¶

Return: -0.095 %¶

This Week¶

Return: -0.555 %¶

Total portfolio value¶

Return including deposits: 70.319 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.930000 2332.000000 143.000000 6.530000 2189.000000
Svolder B 35 0.720000 2208.500000 29.500000 1.350000 2179.000005
Xvivo Perfusion 3 -1.020000 873.000000 28.000000 3.310000 845.000001
Biotage 4 0.000000 624.000000 21.000000 3.480000 603.000000
Eastnine 6 0.000000 678.000000 21.000000 3.200000 657.000000
Addtech B 3 0.670000 720.000000 20.000000 2.860000 699.999999
BHG Group 49 -0.220000 655.620000 16.620000 2.600000 638.999984
SynAct Pharma 9 0.550000 661.500000 16.500000 2.560000 645.000003
Vitrolife 3 -0.610000 688.200000 11.200000 1.650000 677.000001
Volati 5 1.750000 583.000000 9.000000 1.570000 574.000000
Embracer Group B 26 -0.540000 670.930000 8.930000 1.350000 661.999988
Indutrade 5 0.000000 1328.500000 8.500000 0.640000 1320.000000
Fortnox 10 -0.650000 672.000000 4.000000 0.600000 668.000000
Addnode Group B 6 -0.670000 755.100000 3.100000 0.410000 751.999998
NCC B 7 -0.160000 655.550000 1.550000 0.240000 653.999997
NCC A 6 0.000000 600.000000 1.000000 0.170000 598.999998
Latour B 2 -0.490000 449.800000 0.800000 0.180000 449.000000
Profoto Holding 7 0.240000 581.000000 -1.000000 -0.170000 581.999999
Sdiptech B 3 -1.020000 816.000000 -6.000000 -0.730000 822.000000
Nolato B 12 -0.830000 642.000000 -6.000000 -0.930000 648.000000
SCA A 4 0.000000 588.000000 -11.000000 -1.840000 599.000000
Lime Technologies 2 -0.170000 582.000000 -11.000000 -1.850000 593.000000
Investor B 3 -0.300000 646.800000 -11.200000 -1.700000 657.999999
Sampo Oyj SDB 1 -1.100000 493.000000 -12.000000 -2.380000 505.000000
Humana 40 -0.480000 659.200000 -14.800000 -2.200000 674.000000
BONESUPPORT HOLDING 10 -1.570000 1191.000000 -33.000000 -2.700000 1224.000000
Ambea 68 1.210000 2495.600000 -41.400000 -1.630000 2537.000032
Creades A 7 0.130000 549.500000 -61.500000 -10.070000 610.999998
Lundin Gold 7 -1.070000 907.200000 -66.800000 -6.860000 973.999999
Balco Group 39 0.000000 1799.850000 -75.150000 -4.010000 1874.999997
Gaming Innovation Group 161 -0.970000 4105.500000 -82.500000 -1.970000 4187.999942
Investor A 16 -0.320000 3454.400000 -90.600000 -2.560000 3545.000000
New Wave B 40 0.890000 3793.600000 -122.400000 -3.130000 3916.000000
Sedana Medical 135 0.390000 4149.900000 -181.100000 -4.180000 4330.999935
Wästbygg Gruppen B 80 0.000000 2688.000000 -183.000000 -6.370000 2871.000000
Bactiguard Holding B 37 1.010000 2601.100000 -365.900000 -12.330000 2966.999993
TOTAL 47899.350000 -1032.650000 -2.06085% 48931.999868

Updated:¶

'2023-06-14 09:09:38.899350'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶